Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-09 0.341669 0.374855 0.411045 0.453655 0.502721 0.557779 0.624702
2025-03-16 0.308721 0.352626 0.403358 0.466984 0.545616 0.640925 0.767278
2025-03-23 0.282258 0.332387 0.392945 0.472804 0.577403 0.712824 0.906856
2025-03-30 0.260083 0.313923 0.381377 0.474163 0.601954 0.777448 1.047766
2025-04-06 0.240536 0.296295 0.368307 0.470981 0.618730 0.832672 1.185251
2025-04-13 0.218830 0.273675 0.346143 0.452344 0.610493 0.849419 1.265831
2025-04-20 0.207364 0.263545 0.339612 0.454467 0.632114 0.913728 1.437788
2025-04-27 0.196899 0.253811 0.332552 0.454680 0.650258 0.974629 1.617963
2025-05-04 0.187445 0.244693 0.325453 0.453810 0.666093 1.033578 1.809376
2025-05-11 0.180060 0.237924 0.321100 0.456508 0.687759 1.105955 2.048917
2025-05-18 0.169058 0.225197 0.306916 0.442124 0.678175 1.118284 2.158844
2025-05-25 0.158457 0.212468 0.291903 0.425097 0.661936 1.115050 2.231192
2025-06-01 0.153106 0.207449 0.288691 0.427878 0.682879 1.192065 2.537294
2025-06-08 0.150590 0.206489 0.291645 0.441232 0.725153 1.322267 3.045696
2025-06-15 0.146678 0.203134 0.290508 0.447285 0.754077 1.429603 3.545671
2025-06-22 0.142184 0.198606 0.287133 0.448962 0.774357 1.521405 4.050396
2025-06-29 0.137195 0.193030 0.281657 0.446270 0.785143 1.592399 4.527262
2025-07-06 0.129891 0.183442 0.268959 0.429127 0.762981 1.574204 4.642054
2025-07-13 0.126552 0.180056 0.266526 0.431191 0.783118 1.673566 5.332567
2025-07-20 0.123119 0.176347 0.263309 0.431446 0.799211 1.765972 6.077226
2025-07-27 0.119734 0.172558 0.259729 0.430673 0.812828 1.854962 6.899387
2025-08-03 0.117085 0.169861 0.257895 0.433201 0.834613 1.975168 8.052913
2025-08-10 0.112117 0.163109 0.248560 0.419842 0.816114 1.962502 8.343731